-35.2%
MOD vs TW
+22.3%
-57.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.8% |
| 7D | -25.5% | +4.2% | -29.8% | -24.1% |
| 30D | -49.0% | +18.9% | -67.9% | -45.1% |
| 3M | -49.8% | +23.8% | -73.6% | -45.1% |
| 6M | -64.8% | +17.0% | -81.8% | -61.3% |
| YTD | -27.6% | +19.2% | -46.9% | -21.4% |
| 1Y | -35.2% | +20.1% | -55.3% | -28.6% |
| All | -35.2% | +22.3% | -57.5% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling